ECBOT 30 Year Treasury Bond Future December 2008
| Trading Metrics calculated at close of trading on 14-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2008 |
14-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
116-20 |
114-26 |
-1-26 |
-1.5% |
120-10 |
| High |
116-20 |
115-14 |
-1-06 |
-1.0% |
122-12 |
| Low |
114-16 |
113-27 |
-0-21 |
-0.6% |
116-00 |
| Close |
115-02 |
114-25 |
-0-09 |
-0.2% |
116-20 |
| Range |
2-04 |
1-18 |
-0-18 |
-25.7% |
6-11 |
| ATR |
2-07 |
2-05 |
-0-01 |
-2.0% |
0-00 |
| Volume |
237,637 |
36,935 |
-200,702 |
-84.5% |
1,719,326 |
|
| Daily Pivots for day following 14-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-13 |
118-22 |
115-21 |
|
| R3 |
117-27 |
117-03 |
115-07 |
|
| R2 |
116-08 |
116-08 |
115-02 |
|
| R1 |
115-17 |
115-17 |
114-30 |
115-03 |
| PP |
114-22 |
114-22 |
114-22 |
114-15 |
| S1 |
113-30 |
113-30 |
114-20 |
113-17 |
| S2 |
113-03 |
113-03 |
114-16 |
|
| S3 |
111-17 |
112-12 |
114-11 |
|
| S4 |
109-30 |
110-25 |
113-29 |
|
|
| Weekly Pivots for week ending 10-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
137-12 |
133-11 |
120-04 |
|
| R3 |
131-01 |
127-00 |
118-12 |
|
| R2 |
124-22 |
124-22 |
117-25 |
|
| R1 |
120-21 |
120-21 |
117-07 |
119-16 |
| PP |
118-11 |
118-11 |
118-11 |
117-24 |
| S1 |
114-10 |
114-10 |
116-01 |
113-05 |
| S2 |
112-00 |
112-00 |
115-15 |
|
| S3 |
105-21 |
107-31 |
114-28 |
|
| S4 |
99-10 |
101-20 |
113-04 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121-28 |
113-27 |
8-02 |
7.0% |
2-16 |
2.2% |
12% |
False |
True |
270,865 |
| 10 |
122-12 |
113-27 |
8-16 |
7.4% |
2-10 |
2.0% |
11% |
False |
True |
290,538 |
| 20 |
123-10 |
113-27 |
9-14 |
8.2% |
2-08 |
2.0% |
10% |
False |
True |
316,279 |
| 40 |
123-28 |
113-27 |
10-00 |
8.7% |
1-27 |
1.6% |
9% |
False |
True |
289,402 |
| 60 |
123-28 |
112-14 |
11-14 |
10.0% |
1-19 |
1.4% |
21% |
False |
False |
193,383 |
| 80 |
123-28 |
112-06 |
11-22 |
10.2% |
1-15 |
1.3% |
22% |
False |
False |
145,096 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-04 |
|
2.618 |
119-18 |
|
1.618 |
117-31 |
|
1.000 |
117-00 |
|
0.618 |
116-13 |
|
HIGH |
115-14 |
|
0.618 |
114-26 |
|
0.500 |
114-20 |
|
0.382 |
114-14 |
|
LOW |
113-27 |
|
0.618 |
112-28 |
|
1.000 |
112-08 |
|
1.618 |
111-09 |
|
2.618 |
109-23 |
|
4.250 |
107-04 |
|
|
| Fisher Pivots for day following 14-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
114-23 |
115-24 |
| PP |
114-22 |
115-14 |
| S1 |
114-20 |
115-03 |
|